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bar1080

07/25/22 9:32 AM

#201744 RE: davidsson10 #201743

Hey, Mister Mensa: "How backtest overfitting in finance leads to false discoveries"

Why so many research findings in all fields can't be reproduced. Why there's a replication crisis:

https://mathinvestor.org/2022/01/how-backtest-overfitting-in-finance-leads-to-false-discoveries/